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ECctmc (version 0.2.5)
Simulation from Endpoint-Conditioned Continuous Time Markov Chains
Description
Draw sample paths for endpoint-conditioned continuous time Markov chains via modified rejection sampling or uniformization.
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0.2.5
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Install
install.packages('ECctmc')
Monthly Downloads
44
Version
0.2.5
License
GPL-3
Issues
0
Pull Requests
0
Stars
2
Forks
2
Repository
https://github.com/fintzij/ECctmc
Maintainer
Jon Fintzi
Last Published
May 1st, 2018
Functions in ECctmc (0.2.5)
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sample_path
Sample path from the distribution of an endpoint-conditioned CTMC.
sample_path_unif2
Simulate a sample path from an endpoint conditioned CTMC by uniformization using pre-computed eigen-values (assumes that all eigenvalues are real).
sample_path_mr
Simulate a sample path from an endpoint conditioned CTMC by modified rejection sampling.
comp_expmat
Compute the matrix exponential.
sample_path_unif3
Simulate a sample path from an endpoint conditioned CTMC by uniformization using a pre-computed transition probability matrix.
sample_path_unif
Simulate a sample path from an endpoint conditioned CTMC by uniformization.